feat(web): 按 ui-ux-pro-max 设计系统重构前端(侧边导航 + 组件库 + 图标 + 可视化)

- 设计令牌与组件体系:语义色/间距/圆角/状态 + Card/Metric/Pill/Btn/Field/Empty/Skeleton/Progress 等
- 桌面左侧导航 + 窄屏抽屉(usePathname 高亮、ESC/遮罩关闭);修复抽屉/遮罩占据网格把 main 挤到第二行的问题
- 自绘内联 SVG 图标集替代 emoji;图标/表格/按钮等交互态齐全,空态/加载/错误/禁用态补齐
- 因子研究分层柱状、因子组合与回测净值/回撤双图 + 月度收益热力表、实验页任务状态徽标
- LineChart 主题化并按需引入 echarts(回测/组合首载 JS 448k→281k);next.config 放行局域网 dev 来源
This commit is contained in:
Simon
2026-09-08 21:48:20 +08:00
parent 442999f701
commit 24f98e90c6
13 changed files with 3251 additions and 701 deletions
+232 -139
View File
@@ -5,32 +5,52 @@ import { apiGet } from "@/lib/api";
import { submitJob, waitJob } from "@/lib/jobs";
import type { FactorMeta, FactorTestReport, ResearchSpec } from "@/lib/types";
import { recentRange } from "@/lib/dates";
import {
PageHeader,
Card,
Metric,
Pill,
Field,
Btn,
Banner,
Progress,
Empty,
SkeletonLines,
} from "@/components/ui";
export default function FactorsPage() {
const [factors, setFactors] = useState<FactorMeta[]>([]);
const [loading, setLoading] = useState(true);
const [checked, setChecked] = useState<Set<string>>(new Set());
const [expanded, setExpanded] = useState<Set<string>>(new Set());
const [start, setStart] = useState("");
const [end, setEnd] = useState("");
const [reports, setReports] = useState<Record<string, FactorTestReport>>({});
const [running, setRunning] = useState(false);
const [processed, setProcessed] = useState(0);
const [current, setCurrent] = useState<{ idx: number; total: number; name: string } | null>(null);
const [jobId, setJobId] = useState("");
const [error, setError] = useState("");
useEffect(() => {
let alive = true;
apiGet<FactorMeta[]>("/factors")
.then((list) => {
if (!alive) return;
setFactors(list);
// 默认勾选两个代表性因子
const picks = ["momentum_60", "volatility_60"].filter((n) => list.some((f) => f.name === n));
const picks = ["momentum_60", "volatility_60"].filter((n) =>
list.some((f) => f.name === n),
);
setChecked(new Set(picks));
})
.catch((e: Error) => setError(e.message));
// 区间默认:近 6 个月(客户端设置,避免 SSR 日期不一致)
.catch((e: Error) => setError(e.message))
.finally(() => alive && setLoading(false));
const { start: s, end: e } = recentRange();
setStart(s);
setEnd(e);
return () => {
alive = false;
};
}, []);
function toggleCheck(name: string) {
@@ -61,6 +81,7 @@ export default function FactorsPage() {
setError("");
setJobId("");
setReports({});
setProcessed(0);
try {
let index = 0;
for (const name of names) {
@@ -78,12 +99,12 @@ export default function FactorsPage() {
setJobId(job_id);
const out = await waitJob<FactorTestReport>(job_id);
if (out.status === "success" && out.result) {
const report = out.result;
setReports((prev) => ({ ...prev, [name]: report }));
setReports((prev) => ({ ...prev, [name]: out.result! }));
} else {
const msg = `因子 ${name}:${out.status}${out.error ? `:${out.error}` : ""}`;
setError((prev) => (prev ? `${prev}\n${msg}` : msg));
}
setProcessed(index);
}
} catch (e) {
setError((e as Error).message);
@@ -95,87 +116,138 @@ export default function FactorsPage() {
}
const selectedCount = checked.size;
const doneCount = Object.keys(reports).length;
const reportNames = Object.keys(reports);
const progressPct = selectedCount === 0 ? 0 : Math.round((processed / selectedCount) * 100);
return (
<>
<h1>因子研究</h1>
<div className="card">
<h2>因子目录(行情因子 · 无未来函数)</h2>
<div className="muted" style={{ marginBottom: 8 }}>
勾选因子后可多选;点击行展开详细说明。每个因子运行一次独立的 IC/RankIC 测试并归档。
<a href="/factors/compose" style={{ marginLeft: 8, color: "#38bdf8" }}>
用这些因子搭建选股组合 → 因子组合
</a>
</div>
<table>
<thead>
<tr>
<th></th>
<th>因子</th>
<th>回看</th>
<th>方向</th>
<th>简介(用法 / 何时有效)</th>
</tr>
</thead>
<tbody>
{factors.map((f) => (
<FactorRow
key={f.name}
factor={f}
checked={checked.has(f.name)}
expanded={expanded.has(f.name)}
onToggleCheck={() => toggleCheck(f.name)}
onToggleExpand={() => toggleExpand(f.name)}
/>
))}
</tbody>
</table>
<div className="muted" style={{ marginTop: 6 }}>
计分规则:每因子在每日横截面上 z-score 标准化(低为好自动取负),组合页可按权重叠加得分选股;
本页单个因子测试各自归档为 Experiment,可去「实验」页查看与复跑。
</div>
</div>
<PageHeader
title="因子研究"
sub="勾选行情因子并运行单因子测试(IC / RankIC / 分层)。每个因子独立异步执行并归档为实验,可在「实验」页查看与复跑。"
actions={<Pill tone="accent" icon="flask">{reportNames.length}/{selectedCount} 个已出报告</Pill>}
/>
<div className="card">
<h2>运行单因子测试(IC / RankIC / 分层)</h2>
<div className="row">
<label className="muted">
开始 <input type="date" value={start} onChange={(e) => setStart(e.target.value)} />
</label>
<label className="muted">
结束 <input type="date" value={end} onChange={(e) => setEnd(e.target.value)} />
</label>
<button
className="primary"
onClick={run}
disabled={running || selectedCount === 0}
>
{running ? `运行中 ${doneCount}/${selectedCount}…` : `运行因子测试(已选 ${selectedCount} 个)`}
</button>
</div>
{running && (
<div className="muted">
正在运行:{current?.name}({current?.idx}/{current?.total})—— 后台任务 {jobId},请稍候…
{error && !running ? (
<Banner tone="error">
<pre style={{ margin: 0, whiteSpace: "pre-line", font: "inherit" }}>{error}</pre>
</Banner>
) : null}
<Card
title="因子目录"
icon="flask"
sub="点击行展开定义 · 勾选后点下方「运行因子测试」"
tools={<Pill tone="violet">已选 {selectedCount} 个</Pill>}
flush
>
{loading ? (
<div style={{ padding: 18 }}>
<SkeletonLines n={7} />
</div>
) : factors.length === 0 ? (
<Empty
icon="flask"
title="暂无因子目录"
hint="请确认后端已启动,且 /api/factors 返回因子元数据。"
/>
) : (
<>
<div className="table-wrap">
<table className="tbl">
<thead>
<tr>
<th style={{ width: 44 }}></th>
<th>因子</th>
<th>回看</th>
<th>方向</th>
<th>简介(用法 / 何时有效)</th>
</tr>
</thead>
<tbody>
{factors.map((f) => (
<FactorRow
key={f.name}
factor={f}
checked={checked.has(f.name)}
expanded={expanded.has(f.name)}
onToggleCheck={() => toggleCheck(f.name)}
onToggleExpand={() => toggleExpand(f.name)}
/>
))}
</tbody>
</table>
</div>
<div className="hint" style={{ padding: "10px 16px", borderTop: "1px solid var(--line)" }}>
计分规则:每个因子在每日横截面做 z-score 标准化(低为好自动取负);组合页按权重叠加得分选股。
</div>
</>
)}
{error && <div className="error" style={{ whiteSpace: "pre-line" }}>{error}</div>}
</div>
</Card>
{Object.entries(reports).map(([name, report]) => {
<Card title="运行单因子测试" icon="play" tools={running ? <Pill tone="accent" icon="spinner">执行中</Pill> : undefined}>
<div className="form-grid">
<Field label="开始日期">
<input type="date" className="input" value={start} onChange={(e) => setStart(e.target.value)} />
</Field>
<Field label="结束日期">
<input type="date" className="input" value={end} onChange={(e) => setEnd(e.target.value)} />
</Field>
<Btn
variant="primary"
icon="play"
loading={running}
disabled={running || selectedCount === 0}
onClick={run}
>
{running
? `运行中 ${processed}/${selectedCount}`
: selectedCount === 0
? "请先勾选因子"
: `运行因子测试(${selectedCount} 个)`}
</Btn>
</div>
{running ? (
<div style={{ marginTop: 14 }}>
<Progress
value={progressPct}
label={
<>
正在运行:<b>{current?.name}</b>({current?.idx}/{current?.total})· 后台任务{" "}
<span className="mono">{jobId || "排队中…"}</span>
</>
}
/>
</div>
) : null}
</Card>
{reportNames.length === 0 && !running && !error ? (
<Card>
<Empty
icon="chartLine"
title="还没有测试报告"
hint="勾选一个或多个因子并设置研究区间后运行;完成后报告会按因子逐一出现在这里。"
/>
</Card>
) : null}
{reportNames.map((name) => {
const meta = factors.find((f) => f.name === name);
return (
<div className="card" key={name}>
<h2>
{name} · 测试报告
{meta?.brief ? (
<span className="muted" style={{ fontWeight: 400, fontSize: 13 }}>
{" "}— {meta.brief}
</span>
) : null}
</h2>
<ReportView report={report} />
</div>
<Card
key={name}
icon="chartLine"
title={name}
sub={meta?.brief}
tools={
<Pill tone="pos" icon="check">
已完成
</Pill>
}
>
<ReportView report={reports[name]} />
</Card>
);
})}
</>
@@ -193,81 +265,102 @@ function FactorRow(props: {
return (
<>
<tr style={{ cursor: "pointer" }} onClick={props.onToggleExpand}>
<td onClick={(e) => { e.stopPropagation(); props.onToggleCheck(); }}>
<input type="checkbox" checked={props.checked} onChange={props.onToggleCheck} />
<td onClick={(e) => e.stopPropagation()}>
<input
type="checkbox"
checked={props.checked}
onChange={props.onToggleCheck}
aria-label={`选择因子 ${f.name}`}
/>
</td>
<td>{f.name}</td>
<td>{f.lookback}</td>
<td>{f.direction === "higher_is_better" ? "高为好" : "低为好"}</td>
<td>{f.brief ?? f.description}</td>
<td className="cell-strong">
<span className="mono">{f.name}</span>
</td>
<td>
<span className="tag tag--mono">{f.lookback} 日</span>
</td>
<td>
<Pill tone={f.direction === "higher_is_better" ? "accent" : "violet"}>
{f.direction === "higher_is_better" ? "高为好" : "低为好"}
</Pill>
</td>
<td className="hint">{f.brief ?? f.description}</td>
</tr>
{props.expanded && (
<tr>
{props.expanded ? (
<tr className="expand-cell">
<td colSpan={5}>
<div style={{ background: "var(--panel-2)", padding: 10, borderRadius: 6 }}>
<b>{f.name}</b> · {f.description}
<div className="muted" style={{ marginTop: 4 }}>
公式:{f.formula};回看 {f.lookback} 个交易日;频率 {f.frequency};
方向:{f.direction === "higher_is_better" ? "因子值越高得分越高" : "因子值越低得分越高(引擎自动反向)"}
<div>
<b className="mono">{f.name}</b> · {f.description}
<div className="hint" style={{ marginTop: 6 }}>
公式:<span className="mono">{f.formula}</span>;回看 {f.lookback} 个交易日;频率 {f.frequency};
方向:
{f.direction === "higher_is_better" ? "因子值越高得分越高" : "因子值越低得分越高(引擎自动反向)"}
</div>
<div style={{ marginTop: 6 }}>{f.brief}</div>
{f.brief ? <div className="hint" style={{ marginTop: 6 }}>{f.brief}</div> : null}
</div>
</td>
</tr>
)}
) : null}
</>
);
}
function ReportView({ report }: { report: FactorTestReport }) {
const qs = report.quantile_returns ?? [];
const maxAbs = Math.max(0.001, ...qs.map((q) => Math.abs(q.return_pct)));
return (
<>
<div className="stat-grid">
<div className="stat">
<div className="label">IC 均值</div>
<div className="value">{report.ic_mean.toFixed(4)}</div>
</div>
<div className="stat">
<div className="label">RankIC 均值</div>
<div className="value">{report.rank_ic_mean.toFixed(4)}</div>
</div>
<div className="stat">
<div className="label">ICIR</div>
<div className="value">{report.icir.toFixed(3)}</div>
</div>
<div className="stat">
<div className="label">正收益占比</div>
<div className="value">{report.positive_ratio_pct.toFixed(1)}%</div>
</div>
<div className="stat">
<div className="label">样本日数</div>
<div className="value">{report.sample_days}</div>
</div>
<div className="stack" style={{ gap: 16 }}>
<div className="metric-grid" style={{ marginBottom: 0 }}>
<Metric
label="IC 均值"
icon="chartLine"
value={report.ic_mean.toFixed(4)}
tone={report.ic_mean >= 0 ? "pos" : "neg"}
/>
<Metric
label="RankIC 均值"
value={report.rank_ic_mean.toFixed(4)}
tone={report.rank_ic_mean >= 0 ? "pos" : "neg"}
/>
<Metric
label="ICIR"
value={report.icir.toFixed(3)}
tone={report.icir >= 1 ? "pos" : "plain"}
sub="越大越稳定"
/>
<Metric
label="正收益占比"
value={`${report.positive_ratio_pct.toFixed(1)}%`}
tone={report.positive_ratio_pct >= 50 ? "pos" : "warn"}
/>
<Metric label="样本日数" value={report.sample_days} icon="calendar" />
</div>
{report.quantile_returns.length > 0 && (
<table style={{ marginTop: 12 }}>
<thead>
<tr>
<th>分层(1 最低 → 5 最高)</th>
{report.quantile_returns.map((q) => (
<th key={q.quantile}>Q{q.quantile + 1}</th>
))}
</tr>
</thead>
<tbody>
<tr>
<td>未来 21 日平均收益</td>
{report.quantile_returns.map((q) => (
<td key={q.quantile}>{q.return_pct.toFixed(2)}%</td>
))}
</tr>
</tbody>
</table>
)}
<div className="muted" style={{ marginTop: 6 }}>
读数:IC/RankIC 为正表示与未来收益正相关;ICIR 越大越稳定;分层收益若高分层显著高于低分层说明单调性好。
单因子测试≠策略有效,需结合样本外与稳健性分析。
{qs.length > 0 ? (
<div>
<div className="field__label" style={{ marginBottom: 2 }}>
分层表现(Q1 最低因子值 → Q5 最高,未来 21 日平均收益)
</div>
<div className="vbars" role="img" aria-label="分层收益柱状图">
{qs.map((q) => {
const v = q.return_pct;
const h = Math.max(4, Math.round((Math.abs(v) / maxAbs) * 72));
return (
<div className="vbars__item" key={q.quantile}>
<span className="vbars__val">{v >= 0 ? "+" : ""}{v.toFixed(2)}%</span>
<div className={`vbars__bar ${v >= 0 ? "is-pos" : "is-neg"}`} style={{ height: h }} />
<span className="vbars__cap">Q{q.quantile + 1}</span>
</div>
);
})}
</div>
</div>
) : null}
<div className="hint">
读数:IC / RankIC 为正表示与未来收益正相关,ICIR 越大越稳定;分层收益若高分层显著高于低分层说明单调性好。
单因子测试 ≠ 策略有效,需结合样本外与稳健性分析。
</div>
</>
</div>
);
}